Share price$1.58
1D-2.9%
Sold putSold callAH
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Market datapartial · fetched 2026-10-22T22:03:58.168Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T20:00:00.716934214Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | 1.59 | 299.8% | 32.4% | |||
| 40Δ | 1.67 | 273.9% | 27.9% | |||
| 45Δ | 1.76 | 248.0% | 23.3% | |||
| 50Δ | 1.97 | 237.5% | 43.4% | 1.85 | 222.0% | 18.8% |
| 55Δ | 1.86 | 264.5% | 41.3% | 1.94 | 196.1% | 14.3% |
| 60Δ | 1.74 | 291.5% | 39.1% | 2.08 | 184.1% | 10.9% |
| 65Δ | 1.63 | 318.5% | 37.0% | 2.32 | 196.4% | 9.4% |
| 70Δ | 1.52 | 345.6% | 34.9% | 2.71 | 214.8% | 8.0% |
| 75Δ | 1.37 | 308.9% | 27.0% | 3.71 | 255.2% | 6.7% |
| 80Δ | 1.22 | 258.9% | 17.9% | 4.71 | 295.7% | 5.4% |
No recorded observations